The delta- and vega-related information content of near-the-money option market trading activity

✍ Scribed by Rourke, Thomas

• Book ID: 122316885
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 527 KB
• Volume: 20
• Category: Article
• ISSN: 1386-4181
• DOI: 10.1016/j.finmar.2014.01.002